Sur certaines martingales de Benoit Mandelbrot

DOI10.1016/0001-8708(76)90151-1zbMATH Open0349.60051OpenAlexW1964486846MaRDI QIDQ1234957FDOQ1234957

Jacques Peyrière, Jean-Pierre Kahane

Publication date: 1976

Published in: Advances in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0001-8708(76)90151-1

Cites Work

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Intermittent turbulence in self-similar cascades: divergence of high moments and dimension of the carrier
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Cited In (only showing first 100 items - show all)

Fractal percolation is unrectifiable
Log-normal continuous cascade model of asset returns: aggregation properties and estimation
Multifractal formalisms: Boxed versus centered intervals
On a symmetry of turbulence
Noncommutative probability and multiplicative cascades
Convergence of two-dimensional branching recursions
Multiperiodic multifractal martingale measures.
Limit theorems for Mandelbrot's multiplicative cascades.
A note on branching Lévy processes
Inversion formula for continuous multifractals
Exact packing measure on a Galton-Watson tree
Product formalisms for measures on spaces with binary tree structures: representation, visualization, and multiscale noise
Critical Liouville measure as a limit of subcritical measures
Diffusion on multifractals
Nonparametric reconstruction of a multifractal function from noisy data
Diffusions of multiplicative cascades
The near-critical Gibbs measure of the branching random walk
Different aspects of a random fragmentation model
Limsup deviations on trees
LARGE DEVIATIONS OF MULTIFRACTAL MEASURES
Corrigendum to D. Simpelaere: Multifractal decomposition of the Sierpinski carpet.
Stochastic fixed-point equations
Uniform convergence for complex [0,1]-martingales
Turbulent cascades: Limitations and a statistical test of the lognormal hypothesis
Trigonometric multiplicative chaos and applications to random distributions
Large deviations for the local fluctuations of random walks
Regular variation of fixed points of the smoothing transform
How much can the eigenvalues of a random Hermitian matrix fluctuate?
Nonlinear spectral analysis of flow through multifractal porous media
Efficient approximation of branching random walk Gibbs measures
Limit theorems for multiplicative cascades in a random environment
A simple method to find all solutions to the functional equation of the smoothing transform
On Markov-Mandelbrot martingales
Asymptotic of the maximal displacement in a branching random walk
The intermediate disorder regime for a directed polymer model on a hierarchical lattice
Mathematical problems and games
Higher moments for random multiplicative measures
Confidence intervals for the scaling function of multifractal random walks
Measure theoretic entropy of random substitution subshifts
Renewal of singularity sets of random self-similar measures
The multifractal nature of heterogeneous sums of Dirac masses
The fixed points of the multivariate smoothing transform
Dimension de Hausdorff de certains fractals aléatoires
Absolute continuity of one-sided random translations
The Geometry of Fractal Percolation
The endpoint distribution of directed polymers
Porosities of Mandelbrot percolation
Extreme values and fat tails of multifractal fluctuations
Dimension result and KPZ formula for two-dimensional multiplicative cascade processes
Projections of planar Mandelbrot random measures
Smoothing equations for large Pólya urns
A general decomposition theory for random cascades
Subcritical multiplicative chaos for regularized counting statistics from random matrix theory
Inside singularity sets of random Gibbs measures
Critical Gaussian chaos: convergence and uniqueness in the derivative normalisation
Estimating the scaling function of multifractal measures and multifractal random walks using ratios
Multifractal analysis in a mixed asymptotic framework
Exact dimensionality and projections of random self-similar measures and sets
Connectivity properties of Mandelbrot's percolation process
Hausdorff and packing spectra, large deviations, and free energy for branching random walks in \({\mathbb{R}^d}\)
A cascade decomposition theory with applications to Markov and exchangeable cascades
A singular random measure generated by splitting [0, 1]
Combining multifractal additive and multiplicative chaos
Generalized potlatch and smoothing processes
Gaussian multiplicative chaos and KPZ duality
Critical Mandelbrot cascades
Random conformal weldings
Pólya tree posterior distributions on densities
Critical Gaussian multiplicative chaos: convergence of the derivative martingale
Gaussian multiplicative chaos and applications: a review
Basic properties of critical lognormal multiplicative chaos
Asymptotic properties and absolute continuity of laws stable by random weighted mean.
Multifractal analysis of complex random cascades
Almost sure convergence for stochastically biased random walks on trees
Analytical and numerical solutions of a one-dimensional fractional-in-space diffusion equation in a composite medium
On the length of the shortest crossing in the super-critical phase of Mandelbrot's percolation process
Independent random cascades on Galton-Watson trees
Fixed points of the smoothing transformation
Large deviations for multiplicative chaos
\(L^p\)-variations for multifractal fractional random walks
A probabilistic analysis of some tree algorithms
Exponential inequalities for martingales and asymptotic properties of the free energy of directed polymers in a random environment
Directed polymers on hierarchical lattices with site disorder
Heavy tailed solutions of multivariate smoothing transforms
Limiting laws of supercritical branching random walks
NEW INSIGHTS INTO THE ESTIMATION OF SCALING EXPONENTS
Statistical estimation for multiplicative cascades.
The Seneta-Heyde scaling for the branching random walk
On the multifractal analysis of the branching random walk in \(\mathbb R^d\)
The exact Hausdorff dimension of a branching set
Seneta-Heyde norming in the branching random walk
MULTIFRACTAL STRUCTURE OF NON-COMPACTLY SUPPORTED INFINITE MEASURES
Exact asymptotics of the freezing transition of a logarithmically correlated random energy model
Implicit renewal theory and power tails on trees
Convergence of the Structure Function of a Multifractal Random Walk in a Mixed Asymptotic Setting
Multifractal analysis of infinite products of stationary jump processes
Local fluctuations of critical Mandelbrot cascades
On a functional equation generalizing the class of semistable distributions
Dynamics of Mandelbrot cascades
The singularity spectrum of Lévy processes in multifractal time

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